SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Nov-2014

Day Change Summary
	Previous	Current
	04-Nov-2014	05-Nov-2014	Change	Change %	Previous Week
Open	201.23	202.54	1.31	0.7%	195.73
High	201.60	202.59	0.99	0.5%	201.82
Low	200.06	201.45	1.39	0.7%	195.03
Close	201.07	202.34	1.27	0.6%	201.66
Range	1.54	1.14	-0.40	-26.0%	6.79
ATR	2.51	2.44	-0.07	-2.8%	0.00
Volume	93,342,703	91,708,500	-1,634,203	-1.8%	592,479,312

Daily Pivots for day following 05-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	205.55	205.08	202.97
R3	204.41	203.94	202.65
R2	203.27	203.27	202.55
R1	202.80	202.80	202.44	202.47
PP	202.13	202.13	202.13	201.96
S1	201.66	201.66	202.24	201.33
S2	200.99	200.99	202.13
S3	199.85	200.52	202.03
S4	198.71	199.38	201.71

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	219.87	217.56	205.39
R3	213.08	210.77	203.53
R2	206.29	206.29	202.90
R1	203.98	203.98	202.28	205.14
PP	199.50	199.50	199.50	200.08
S1	197.19	197.19	201.04	198.35
S2	192.71	192.71	200.42
S3	185.92	190.40	199.79
S4	179.13	183.61	197.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	202.59	197.40	5.19	2.6%	1.48	0.7%	95%	True	False	107,803,539
10	202.59	194.26	8.33	4.1%	1.68	0.8%	97%	True	False	114,413,589
20	202.59	181.92	20.67	10.2%	2.53	1.3%	99%	True	False	166,302,354
40	202.59	181.92	20.67	10.2%	2.27	1.1%	99%	True	False	144,778,572
60	202.59	181.92	20.67	10.2%	1.91	0.9%	99%	True	False	120,488,018
80	202.59	181.92	20.67	10.2%	1.84	0.9%	99%	True	False	116,002,235
100	202.59	181.92	20.67	10.2%	1.69	0.8%	99%	True	False	109,046,980
120	202.59	181.92	20.67	10.2%	1.58	0.8%	99%	True	False	103,277,068

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	207.44
2.618	205.57
1.618	204.43
1.000	203.73
0.618	203.29
HIGH	202.59
0.618	202.15
0.500	202.02
0.382	201.89
LOW	201.45
0.618	200.75
1.000	200.31
1.618	199.61
2.618	198.47
4.250	196.61

Fisher Pivots for day following 05-Nov-2014
Pivot	1 day	3 day
R1	202.23	202.00
PP	202.13	201.66
S1	202.02	201.33

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These figures are updated between 7pm and 10pm EST after a trading day.

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